-20.3%
BROS vs PPG
+38.5%
-58.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.0% | -4.0% | -2.0% |
| 7D | +2.5% | +7.5% | -5.0% | -2.0% |
| 30D | +15.1% | +20.9% | -5.8% | +2.3% |
| 3M | -31.4% | +8.7% | -40.1% | -34.8% |
| 6M | -22.6% | +23.8% | -46.5% | -32.5% |
| YTD | -28.1% | +26.5% | -54.7% | -44.5% |
| 1Y | -20.3% | +37.6% | -57.9% | -48.4% |
| All | -20.3% | +38.5% | -58.7% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling